Big Data and High-Performance Computing for Financial Economics
Toni Whited and Mao Ye, Organizers
July 15, 2023
Supported by National Science Foundation
Parkview Room
Format: 20 minutes for presenter, 15 minutes for discussants, and 10 minutes for questions and answers
| Friday, July 14 | ||||
| 6:30 pm | Group Dinner - Royal Sonesta (Skyline ABC) | |||
| Saturday, July 15 | ||||
| 8:00 am | Coffee and Pastries | |||
| Big Data in Asset Pricing | ||||
| 8:30 am |
Joachim Freyberger, University of Bonn Andreas Neuhierl, Washington University in St Louis Björn Höppner, University of Bonn Michael Weber, Purdue University and NBER Missing Data in Asset Pricing Panels
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| 9:15 am |
Preetesh Kantak, Indiana University Fahiz Baba-Yara, Indiana University Carter K. Davis, The Ohio State University Fotis Grigoris, University of Iowa Are Uncertain Firms Riskier?
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| 10:00 am | Break | |||
| Big Data in Corporate Finance | ||||
| 10:30 am |
Mark Jansen, University of Utah Fabian Nagel, Stanford University Constantine Yannelis, University of Cambridge Anthony Lee Zhang, University of Chicago Data and Welfare in Credit Markets
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| 11:15 am |
Laura Blattner, Stanford University Scott T. Nelson, University of Chicago Jann Spiess, Stanford University Unpacking the Black Box: Regulating Algorithmic Decisions
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| 12:00 pm | Lunch | |||
| Big Data in Behavioral Finance | ||||
| 1:00 pm |
Azi Ben-Rephael, Rutgers University Joshua Ronen, New York University Tavy Ronen, Rutgers University Mi Zhou, Virginia Commonwealth University Do Images Provide Relevant Information to Investors? An Exploratory Study
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| 1:45 pm |
Qianqian Li, Stanford Graduate School of Business Edward M. Watts, Yale University Christina Zhu, University of Pennsylvania Retail Investors and ESG News
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| 2:30 pm | Break | |||
| Big Data in Market Microstructure | ||||
| 3:00 pm |
Anne Haubo Dyhrberg, University of Delaware Andriy Shkilko, University of Georgia Ingrid M. Werner, The Ohio State University The Retail Execution Quality Landscape
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| 3:45 pm |
Jonathan Brogaard, University of Utah Dan Li, The Chinese University of Hong Kong, Shenzhen (CUHK-SZ) Jeffrey Yang, University of Utah Does High Frequency Market Manipulation Harm Market Quality?
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| 4:30 pm | Adjourn | |||